-13.3%
TSLA vs JHX
+44.7%
-58.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.3% | -11.6% | -5.0% |
| 7D | -4.7% | +13.3% | -18.0% | -7.3% |
| 30D | +1.7% | +17.1% | -15.4% | -2.0% |
| 3M | +17.7% | +4.1% | +13.6% | +16.4% |
| 6M | -1.9% | +48.5% | -50.4% | -11.3% |
| YTD | -14.3% | +42.3% | -56.6% | -21.3% |
| 1Y | -13.3% | +47.4% | -60.7% | -20.5% |
| All | -13.3% | +44.7% | -58.0% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling